+12,001.8%
WAT vs BBWI
+1,032.2%
+10,969.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.7% |
| 7D | -1.1% | -6.2% | +5.1% | +0.2% |
| 30D | +5.0% | +19.9% | -15.0% | +0.6% |
| 3M | +14.5% | +7.1% | +7.3% | +11.6% |
| 6M | +30.9% | +13.7% | +17.3% | +25.0% |
| YTD | +20.5% | +9.6% | +10.9% | +15.0% |
| 1Y | +23.3% | -1.6% | +24.9% | +18.9% |
| 3Y | +81.5% | -25.9% | +107.4% | +80.0% |
| 5Y | +33.4% | -67.8% | +101.2% | +52.4% |
| 10Y | +231.5% | -43.5% | +275.0% | +183.1% |
| All | +12,001.8% | +1,032.2% | +10,969.6% | +4,091.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling